02332nam0 22005293i 450 VAN0026366720250224023345.455N978366213050620230925d1985 |0itac50 baengDE|||| |||||Stochastic Differential EquationsAn Introduction with ApplicationsBernt ØksendalBerlinSpringer1985xiii, 208 p.ill.24 cm001VAN000245062001 Universitext210 Berlin [etc]Springer1930-60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF60G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MF60HxxStochastic analysis [MSC 2020]VANC019765MF60J45Probabilistic potential theory [MSC 2020]VANC020091MF60J60Diffusion processes [MSC 2020]VANC021477MF93E11Filtering in stochastic control theory [MSC 2020]VANC022653MF93E20Optimal stochastic control [MSC 2020]VANC019946MFApplicationsKW:KDifferential equationsKW:KEquationsKW:KFiltering problemsKW:KFiltering theoryKW:KMeasure TheoryKW:KOptimal FilteringKW:KRandom variablesKW:KRangKW:KStochastic AnalysisKW:KStochastic CalculusKW:KStochastic ControlsKW:KStochastic differential equationsKW:KBerlinVANL000066ØksendalBernt K.VANV2112251426735Springer <editore>VANV108073650ITSOL20250919RICAhttps://doi.org/10.1007/978-3-662-13050-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00263667BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 6749 08eMF6749 20231002 Stochastic Differential Equations3559041UNICAMPANIA